Uncertainty Propagation in the Discrete-Time Wavelet Transform

Abstract

Signal analysis based on the wavelet transform is applied in many fields. Whenever the application is oriented to measurement purposes, the uncertainty evaluation has to be performed. In this paper, an analytical model for the evaluation of the uncertainty affecting the detail and the approximation coefficients determined by means of the discrete-time wavelet transform is proposed. The results of some simulation-based work showing the performance of the model are also presented and discussed.